CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 21-Jun-2007
Day Change Summary
Previous Current
20-Jun-2007 21-Jun-2007 Change Change % Previous Week
Open 856.2 841.6 -14.6 -1.7% 841.8
High 859.6 847.6 -12.0 -1.4% 859.4
Low 841.4 834.6 -6.8 -0.8% 825.0
Close 841.7 847.2 5.5 0.7% 856.2
Range 18.2 13.0 -5.2 -28.6% 34.4
ATR 12.7 12.7 0.0 0.2% 0.0
Volume 189,259 246,709 57,450 30.4% 1,567,709
Daily Pivots for day following 21-Jun-2007
Classic Woodie Camarilla DeMark
R4 882.1 877.7 854.4
R3 869.1 864.7 850.8
R2 856.1 856.1 849.6
R1 851.7 851.7 848.4 853.9
PP 843.1 843.1 843.1 844.3
S1 838.7 838.7 846.0 840.9
S2 830.1 830.1 844.8
S3 817.1 825.7 843.6
S4 804.1 812.7 840.1
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 950.1 937.5 875.1
R3 915.7 903.1 865.7
R2 881.3 881.3 862.5
R1 868.7 868.7 859.4 875.0
PP 846.9 846.9 846.9 850.0
S1 834.3 834.3 853.0 840.6
S2 812.5 812.5 849.9
S3 778.1 799.9 846.7
S4 743.7 765.5 837.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 860.0 834.6 25.4 3.0% 13.1 1.6% 50% False True 217,388
10 860.0 825.0 35.0 4.1% 13.8 1.6% 63% False False 274,246
20 865.8 825.0 40.8 4.8% 13.0 1.5% 54% False False 141,752
40 865.8 818.2 47.6 5.6% 12.0 1.4% 61% False False 71,408
60 865.8 804.2 61.6 7.3% 10.6 1.3% 70% False False 47,637
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 902.9
2.618 881.6
1.618 868.6
1.000 860.6
0.618 855.6
HIGH 847.6
0.618 842.6
0.500 841.1
0.382 839.6
LOW 834.6
0.618 826.6
1.000 821.6
1.618 813.6
2.618 800.6
4.250 779.4
Fisher Pivots for day following 21-Jun-2007
Pivot 1 day 3 day
R1 845.2 847.2
PP 843.1 847.1
S1 841.1 847.1

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.